Communications of the Korean Mathematical Society (대한수학회논문집)

Korean Mathematical Society (대한수학회)
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On some basic propeties of the inhomogeneous quasi-birth-and-death process

  • Rhee, Kyung-Hyune (Department of Computer Science, Pukyong National University) ;
  • C.E.M.Pearce (Department of Applied Mathematics, University of Adelaide)
  • Published : 1997.01.01
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Abstract

The basic theory of the quasi-birth-and-death process is extended to a process which is inhomogeous in levels. Several key results in the standard homogeneous theory hold in a more general context than that usually stated, in particular not requiring positive recurrence. Theser results are subsumed under our development. The treatment is entirely probabilistic.

Keywords

References

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